The economic value of volatility timing using a range-based volatility model (Q609837)
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scientific article; zbMATH DE number 5822401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The economic value of volatility timing using a range-based volatility model |
scientific article; zbMATH DE number 5822401 |
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The economic value of volatility timing using a range-based volatility model (English)
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1 December 2010
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asset allocation
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CARR
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DCC
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economic value
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range
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volatility timing
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